BVT Call 94 SNW 21.06.2024
/ DE000VU9N0Q0
BVT Call 94 SNW 21.06.2024/ DE000VU9N0Q0 /
| 2024-06-07 1:42:23 PM |
Chg.-0.003 |
Bid4:24:56 PM |
Ask4:24:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-13.04% |
0.035
Bid Size: 114,000 |
0.045
Ask Size: 114,000 |
SANOFI SA INHABER ... |
94.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9N0Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
175.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.25 |
| Parity: |
-0.30 |
| Time value: |
0.05 |
| Break-even: |
94.52 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.68 |
| Spread abs.: |
0.02 |
| Spread %: |
48.57% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
41.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.020 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
-75.00% |
| 3 Months |
|
|
-82.14% |
| YTD |
|
|
-93.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.023 |
| 1M High / 1M Low: |
0.178 |
0.013 |
| 6M High / 6M Low: |
0.650 |
0.013 |
| High (YTD): |
2024-01-12 |
0.650 |
| Low (YTD): |
2024-05-28 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.198 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
614.89% |
| Volatility 6M: |
|
381.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
